Hello,
I wanted to ask is it possible to have an equilibrium equation of the form
f(E_t(R_t+1)-R_t+1)Q_t S_t + f(E_t(S_t+1)-S_t+1) *(Q_t S_t-N_t)=N_t (non-loglinearized version)
where all variables are endogenous and f is arbitrary function. For example, if f(x)=x^2, I would get variance.
Thank you.
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
Variance in equilibrium equations
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
Variance in equilibrium equations
by bmarkovi » Thu May 28, 2015 5:28 pm
- bmarkovi
- Posts: 2
- Joined: Thu May 28, 2015 5:11 pm
Re: Variance in equilibrium equations
by jpfeifer » Fri May 29, 2015 2:58 pm
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: Google [Bot] and 6 guests